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Towards a Benchmarking Framework for Financial Text Mining

Veröffentlicht: 2010
Herausgeber: Christof Weinhardt, Thomas Dreier, Rudi Studer
Buchtitel: Information Management and Market Engineering
Ausgabe: 2
Nummer: 11
Seiten: 21-36
Reihe: Studies on eOrganisation and Market Engineering
Verlag: KIT Scientific Publishing
Erscheinungsort / Ort: Karlsruhe

Different data mining methods for financial texts and various sentiment measures are described in the existing literature, without common benchmarks for comparing these approaches. The framework proposed in this paper and the corresponding implemented system facilitate combining more sources of financial data into comprehensive integral dataset. The use of the dataset is then illustrated by analyzing the candidate measures by estimating parameters of regression on different returns and other financial indicators that can be defined using system’s novel data transformation approach.

ISBN: 978-3-86644-589-5
ISSN: 1862-8893
Download: Media:Information Management and Market Engineering Vol-II-2 Caslav Bozic.pdf
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Graduiertenkolleg IME




Text Mining, Elektronische Märkte